Error when using an OledbDataAdaptor to fill a dataset

I'm getting an "OraOLEDB.Oracle provider is not registered" error when I use an OledbDataAdaptor to fill a dataset. Why is that?
You're probably using the OleDbDataAdapter to connect to an Oracle database without previously installing the Oracle client. This is required in order to have the appropriate OleDB drivers for Oracle installed. These are NOT installed with the .NET Framework.

This was first published in March 2004